milesdeutscher/garchmethod

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garchmethod

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milesdeutscher/garchmethod

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Volatility forecasting + position sizing via walk-forward GARCH(1,1). Answers 'how much' — never 'which way'. Vol forecasts, storm/calm regimes, vol-targeted sizing, and an honest fixed-vs-vol-targeted backtest harness for any strategy.

not rated 200 4mo ago A tokens not measured original MIT